Browsing by Author "Gomez-Malagon, Santiago"
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A rank approach for studying cross-currency bases and the covered interest rate parity
Ordoñez-Callamand, Daniel; Gómez-González, José Eduardo; Gomez-Malagon, Santiago; Melo-Velandia, Luis Fernando;We use the recently developed panel rank-cointegration test proposed by Pedroni et al. [2015] to check for the stability conditions of the cross-country money market interest rate bases. Using weekly information on short-term ...Documentos de trabajo. 2017-05-08
Borradores de Economía; No. 994